In addition to generating stable ultrashort pulses, mode-locked lasers can also generate a series of important non-equilibrium dynamic processes. These fast-changing dynamics processes are helpful to understand the dynamics of ultrafast lasers and related nonlinear systems, and also have important guiding significance for the stability design of ultrafast lasers. With the development of ultrafast detection technology, a series of breakthroughs have been made in the study of ultrafast dynamics of mode-locked lasers. Several typical non-equilibrium dynamics processes of mode-locked lasers are introduced, including mode-locked initiation process, soliton molecular dynamics, breather ultrafast laser, and explosion dynamics of solitons and breathers. These studies not only reveal new physical mechanisms in ultrafast lasers, but will also further promote the development of theories related to ultrafast lasers, solitons, and breathers.